GS Algorithm¶
Overview¶
Grow-Shrink (GS) is a constraint-based local discovery algorithm that learns the Markov blanket of each variable and uses these blankets to reconstruct the skeleton of the underlying Bayesian network. For each target variable it first grows a candidate blanket by greedily adding variables that are not conditionally independent of the target, then shrinks it by removing any variable that is conditionally independent of the target given the rest of the blanket.
GS is computationally efficient because it focuses conditional independence tests on the local neighbourhood of each node rather than searching globally. Like all constraint-based algorithms it is sensitive to the significance threshold (alpha) and the choice of CI test.
Class: constraint · DAG Package: bnlearn
Reference¶
Margaritis D. & Thrun S. (1999) – Bayesian Network Induction via Local Neighbourhoods. Advances in NeurIPS 12, 505–511. https://proceedings.neurips.cc/paper/1999/hash/7d12b66d3df6af8d429c1a357d8b9e1a-Abstract.html
Hyperparameters¶
| Hyperparameter | Type | Default | Values | Description |
|---|---|---|---|---|
alpha |
float | 0.05 | — | p-value threshold below which a CI test indicates conditional independence. |
ci_test |
str | mi | mi, x2 |
Conditional independence test used in constraint-based learning. |
max_elapsed |
int | No limit | — | Maximum allowed execution time in seconds. |
Variants¶
| Variant | Package |
|---|---|
| bnlearn | bnlearn |